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Markets and Commodity figures

26 September 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 973 25.36 bn Rbn 23.70 242 34.46 bn Rbn 32.99
Week to Date 1 949 58.25 bn Rbn 57.23 946 128.88 bn Rbn 119.63
Month to Date 19 209 601.46 bn Rbn 611.12 6 057 794.80 bn Rbn 742.95
Year to Date 229 762 6 918.39 bn Rbn 7 179.75 59 416 7 694.78 bn Rbn 7 576.09

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 70 2.42 bn Rbn 2.42 22 2.72 bn Rbn 2.72
Current Day Sell 53 2.59 bn Rbn 2.50 0.53 bn Rbn 0.46
Net 17 -0.17 bn Rbn -0.08 22 2.19 bn Rbn 2.26
Buy 152 6.58 bn Rbn 6.70 69 9.53 bn Rbn 9.26
Week to Date Sell 111 5.06 bn Rbn 5.06 19 2.49 bn Rbn 2.31
Net 41 1.51 bn Rbn 1.64 50 7.04 bn Rbn 6.96
Buy 1 369 73.86 bn Rbn 75.57 403 50.39 bn Rbn 46.51
Month to Date Sell 1 414 76.03 bn Rbn 77.55 207 47.26 bn Rbn 43.07
Net -45 -2.17 bn Rbn -1.98 196 3.14 bn Rbn 3.43
Buy 15 453 851.38 bn Rbn 885.01 3 322 473.70 bn Rbn 444.83
Year to Date Sell 14 860 900.75 bn Rbn 936.71 2 940 769.86 bn Rbn 803.49
Net 593 -49.37 bn Rbn -51.70 382 -296.16 bn Rbn -358.67

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.268%
All Bond Index Top 612.386
20 Composite 609.112 -0.33% 4.15%
GOVI 9.428%Split - 606.910
ALBI20 Issuer Class GOVI 603.491 -0.41% 3.46%
OTHI 8.761%
ALBI20 Issuer Class Split - 634.306
OTHI 631.499 -0.08% 6.19%
CILI15 3.056%
Composite Inflation 252.732
Linked Index Top 15 252.001 0.52% 0.00%
ICOR 3.966%
CILI15 Issuer Class 282.063
Split - ICOR 281.395 0.52% 4.14%
IGOV 3.013%
CILI15 Issuer Class 251.370
Split - IGOV 250.624 0.52% -0.16%
ISOE 3.860%
CILI15 Issuer Class 256.528
Split - ISOE 256.698 0.34% 2.38%
MMI JSE Money Market Index
0 244.552 244.507 0.53% 5.50%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.665% 7.745% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.520% 8.600% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.190% 9.265% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.990% 8.065% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.720% 9.805% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.470% 8.555% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.330% 10.405% 9.17% 10.51%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.070% AFRICA 9.145% 7.88% 9.25%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.475% 9.555% 8.28% 9.65%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.580% 9.655% 8.36% 9.74%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.680% 9.750% 8.46% 9.84%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.070% 11.145% 9.96% 11.24%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.790% 9.865% 8.61% 9.97%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.760% 9.835% 8.62% 9.93%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.880% 9.945% 8.69% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.965% 10.035% 8.76% 10.13%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.950% 10.020% 8.73% 10.12%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.320% 11.390% 10.13% 11.49%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.000% 10.070% 8.80% 10.16%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.985% 10.050% 8.76% 10.15%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.775% 6.775% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.000% 6.992% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.617% 7.617% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
bond 0 0 0
Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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